CREDIT-RISK-ANALYSIS5 MIN READ
Challenge A PD Model Owner
Use SR 11-7 effective challenge to question model use without making unsupported accusations.
Model Owner MO Credit model lead U Use E Evidence C Control Challenge moment 20 sec The pushback The model passed validation, but the portfolio now includes a fast-growing new geography and more first-time borrowers. Global performance can hide segment weakness. AUC stable at portfolio level 37% new-geography originations
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